| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.79% | 61.52% |
| Max Drawdown | -4.3% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 1.15 | 0.86 |
| Payoff Ratio | 1.84 | 1.69 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.96 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 128.5 | 2.43 |
| Outlier Loss Ratio | 4.82 | 2.17 |
| Volatility (ann.) | 3.67% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.99 | 2.02 |
| Skew | 7.02 | 0.21 |
| Kurtosis | 122.82 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.65% | 3.76% |
| Expected Yearly % | 4.3% | 27.09% |
| Kelly Criterion | 6.39% | 23.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11390903:BTCUSD | 11390903:btcusd:triple_med_gx:lsma105_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.37 | 0.14 | - |
| 2025 | 17.02 | 3.25 | 0.19 | - |
| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.56% | 31.76% |
| 6M | 3.57% | 12.25% |
| YTD | 3.25% | 17.02% |
| 1Y | 8.79% | 57.19% |
| 3Y (ann.) | 8.55% | 59.47% |
| 5Y (ann.) | 8.55% | 59.47% |
| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| Max Drawdown | -4.3% | -29.51% |
| Longest DD Days | 62.0 | 144.0 |
| Avg. Drawdown | -1.18% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-05-19 | -4.30 | 62 |
| 2024-09-04 | 2024-09-18 | -2.51 | 14 |
| 2025-01-28 | 2025-02-19 | -1.97 | 22 |
| 2025-01-09 | 2025-01-27 | -1.45 | 18 |
| 2025-05-27 | 2025-06-11 | -1.35 | 14 |
| 2024-07-12 | 2024-08-21 | -0.82 | 39 |
| 2025-02-23 | 2025-03-17 | -0.75 | 22 |
| 2024-06-16 | 2024-07-12 | -0.45 | 26 |
| 2024-12-17 | 2024-12-17 | -0.19 | 0 |
| 2024-11-10 | 2024-11-10 | -0.18 | 0 |
| Metric | 11390903:btcusd:triple_med_gx:lsma105_100 | 11390903:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -1.53% | -9.32% |
| Best Week | 3.26% | 18.93% |
| Worst Week | -3.61% | -12.33% |
| Best Month | 3.26% | 37.42% |
| Worst Month | -2.91% | -17.69% |
| Best Year | 5.37% | 38.02% |
| Worst Year | 3.25% | 17.02% |
| Avg. Up Day | 0.94% | 1.0% |
| Avg. Down Day | -0.51% | -0.59% |
| Avg. Up Week | 1.56% | 7.07% |
| Avg. Down Week | -0.74% | -6.11% |
| Avg. Up Month | 0.99% | 13.8% |
| Avg. Down Month | -1.5% | -4.72% |
| Win Days % | 39.39% | 51.9% |
| Win Month % | 81.82% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |